Chengguo Weng

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Ken Seng TanNanyang Technological UniversityVerified email at ntu.edu.sg
Jun CaiProfessor of Actuarial Science, University of Waterloo, CanadaVerified email at uwaterloo.ca
Tony S. WirjantoDepartment of Statistics & Actuarial Science, University of WaterlooVerified email at uwaterloo.ca
Danqiao GuoUniversity of WaterlooVerified email at uwaterloo.ca
Shengchao ZhuangUniversity of Nebraska LincolnVerified email at unl.edu
Jinggong ZhangAssistant Professor, Nanyang Technological UniversityVerified email at ntu.edu.sg
Yichun ChiCentral University of Finance and EconomicsVerified email at cufe.edu.cn
Liqun DiaoUniversity of WaterlooVerified email at uwaterloo.ca
Hirbod AssaEssex school of mathematics, statistics and actuarial sciencesVerified email at essex.ac.uk
Yan ZengLingnan (University) College, Sun Yat-Sen UniversityVerified email at mail.sysu.edu.cn
Ruihong JiangPh.D. in Actuarial ScienceVerified email at uwaterloo.ca
Xiaole XueShandong UniversityVerified email at SDU.EDU.CN
Zhiyi ShenMorgan StanleyVerified email at uwaterloo.ca
Pengyu WeiNanyang Technological UniversityVerified email at ntu.edu.sg
Yang ShenAssociate Professor, University of New South WalesVerified email at unsw.edu.au
David SaundersDepartment of Statistics and Actuarial Science, University of WaterlooVerified email at uwaterloo.ca
Yechao MengUniversity of Prince Edward IslandVerified email at upei.ca
Yanchu LiuLingnan (University) College, Sun Yat-sen UniversityVerified email at mail.sysu.edu.cn
Zhengyan LinProfessor of Mathematics, Zhejiang UniversityVerified email at zju.edu.cn
Eyal NeumanImperial College LondonVerified email at imperial.ac.uk

Chengguo Weng

University of Waterloo

Verified email at uwaterloo.ca - Homepage

Quantitative Finance Actuarial Science Quantitative Risk Management Portfolio Theory Stochastic


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Optimal reinsurance under VaR and CTE risk measures J Cai, KS Tan, C Weng, Y Zhang Insurance: mathematics and Economics 43 (1), 185-196, 2008	324	2008
Approximation of the tail probability of randomly weighted sums and applications Y Zhang, X Shen, C Weng Stochastic processes and their applications 119 (2), 655-675, 2009	120	2009
Marginal indemnification function formulation for optimal reinsurance SC Zhuang, C Weng, KS Tan, H Assa Insurance: Mathematics and Economics 67, 65-76, 2016	108	2016
Optimality of general reinsurance contracts under CTE risk measure KS Tan, C Weng, Y Zhang Insurance: Mathematics and Economics 49 (2), 175-187, 2011	88	2011
VaR and CTE criteria for optimal quota-share and stop-loss reinsurance KS Tan, C Weng, Y Zhang North American Actuarial Journal 13 (4), 459-482, 2009	79	2009
Optimal reinsurance with expectile J Cai, C Weng Scandinavian Actuarial Journal 2016 (7), 624-645, 2016	57	2016
Optimal reinsurance subject to Vajda condition Y Chi, C Weng Insurance: Mathematics and Economics 53 (1), 179-189, 2013	46	2013
Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models H Zhao, CG Weng, Y Shen, Y Zeng Science China Mathematics 60, 317-344, 2017	38	2017
Optimal reinsurance analysis from a crop insurer's perspective L Porth, K Seng Tan, C Weng Agricultural Finance Review 73 (2), 310-328, 2013	34	2013
Enhancing insurer value using reinsurance and value-at-risk criterion KS Tan, C Weng The Geneva Risk and Insurance Review 37, 109-140, 2012	34	2012
Ruin probabilities in a discrete time risk model with dependent risks of heavy tail C Weng, Y Zhang, KS Tan Scandinavian Actuarial Journal 2009 (3), 205-218, 2009	32	2009
Empirical approach for optimal reinsurance design KS Tan, C Weng North American Actuarial Journal 18 (2), 315-342, 2014	31	2014
Optimal investment strategies for participating contracts H Lin, D Saunders, C Weng Insurance: Mathematics and Economics 73, 137-155, 2017	29	2017
Multivariate reinsurance designs for minimizing an insurer’s capital requirement Y Zhu, Y Chi, C Weng Insurance: Mathematics and Economics 59, 144-155, 2014	27	2014
Characterization of multivariate heavy-tailed distribution families via copula C Weng, Y Zhang Journal of Multivariate Analysis 106, 178-186, 2012	25	2012
Constant proportion portfolio insurance under a regime switching exponential Lévy process C Weng Insurance: Mathematics and Economics 52 (3), 508-521, 2013	24	2013
Multivariate risk models under heavy‐tailed risks W Huang, C Weng, Y Zhang Applied Stochastic Models in Business and Industry 30 (3), 341-360, 2014	23	2014
Regression tree credibility model L Diao, C Weng North American Actuarial Journal 23 (2), 169-196, 2019	22	2019
Index insurance design J Zhang, KS Tan, C Weng ASTIN Bulletin: The Journal of the IAA 49 (2), 491-523, 2019	20	2019
Conditional value-at-risk-based optimal partial hedging J Cong, KS Tan, C Weng Journal of Risk 16 (3), 49-83, 2014	19	2014

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